-79.7%
FMST vs VT
+70.8%
-150.5%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | -1.3% |
| 7D | +32.3% | +0.4% | +32.0% | +31.8% |
| 30D | +35.1% | -2.6% | +37.7% | +41.6% |
| 3M | -41.1% | -3.2% | -37.8% | -37.7% |
| 6M | -50.5% | +0.9% | -51.5% | -50.6% |
| YTD | -60.8% | +11.3% | -72.1% | -65.1% |
| 1Y | -67.5% | +14.0% | -81.5% | -71.7% |
| 3Y | -69.8% | +75.8% | -145.6% | -82.2% |
| All | -79.7% | +70.8% | -150.5% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling